-1.4%
DOW vs KIM
+106.9%
-108.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | +15.7% | +14.8% | +0.9% | +7.8% |
| 3M | +5.3% | +8.1% | -2.8% | +1.0% |
| 6M | -14.2% | +11.7% | -25.9% | -19.6% |
| YTD | +43.9% | +30.7% | +13.2% | +23.4% |
| 1Y | +53.1% | +29.7% | +23.3% | +31.8% |
| 3Y | -21.8% | +65.1% | -86.9% | -40.7% |
| 5Y | -28.3% | +34.7% | -63.0% | -41.1% |
| All | -1.4% | +106.9% | -108.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling